Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47413.79 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46018.81 Kr¶

PnL: ---------------------------------------> -869.76 Kr¶

DD now: ---------------------------------> -2.501 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 15:20:33.673945'

Anic Portfolio¶

Today¶

Return: -0.044 %¶

This Week¶

Return: -1.042 %¶

Total¶

Return: 55.221 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.660000 3090.000000 163.000000 5.570000 2927.000000
HEBA B 70 -0.380000 2779.000000 143.000000 5.420000 2636.000010
HMS Networks 2 17.580000 813.200000 140.200000 20.830000 673.000000
SAAB B 8 1.200000 3448.800000 71.800000 2.130000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 0.940000 395.700000 40.700000 11.460000 355.000000
MedCap 2 -0.430000 459.000000 38.000000 9.030000 421.000000
Boozt 12 1.150000 1687.200000 33.200000 2.010000 1653.999996
Corem Property Group B 59 -1.240000 609.470000 32.470000 5.630000 576.999999
Intrum 4 4.000000 551.400000 24.400000 4.630000 527.000000
AcadeMedia 12 -1.230000 578.400000 21.400000 3.840000 557.000004
Resurs Holding 22 -1.100000 595.320000 21.320000 3.710000 573.999998
OEM International B 7 1.040000 543.200000 15.200000 2.880000 527.999997
Eastnine 4 0.640000 505.600000 14.600000 2.970000 491.000000
Swedbank A 3 -0.410000 577.350000 13.350000 2.370000 564.000000
Nordea Bank Abp 29 -0.100000 3465.500000 11.500000 0.330000 3453.999992
Fastighetsbolag. Emilshus Pref 21 -0.550000 572.250000 10.250000 1.820000 562.000005
Securitas B 6 0.190000 579.840000 9.840000 1.730000 570.000000
Karnov Group 9 0.500000 543.600000 7.600000 1.420000 536.000004
Norva24 Group 16 0.760000 550.400000 7.400000 1.360000 543.000000
Creaspac SPAC 6 0.520000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.480000 248.880000 2.880000 1.170000 246.000000
Coor Service Management Hold. 8 -0.220000 534.000000 2.000000 0.380000 532.000000
CTEK 13 -0.120000 528.450000 -5.550000 -1.040000 533.999999
Handelsbanken A 5 0.050000 540.000000 -6.000000 -1.100000 546.000000
Midsona B 63 1.680000 570.780000 -12.220000 -2.100000 582.999984
Essity B 2 -3.400000 540.200000 -33.800000 -5.890000 574.000000
International Petroleum Corp. 5 0.450000 555.000000 -39.570000 -6.660000 594.565215
Vivesto 1368 3.790000 553.770000 -59.230000 -9.660000 612.999432
Essity A 4 -3.220000 1082.000000 -67.000000 -5.830000 1149.000000
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Beijer Electronics Group 26 -8.940000 2860.000000 -111.000000 -3.740000 2971.000006
Fasadgruppen Group 35 0.190000 3640.000000 -171.000000 -4.490000 3810.999990
OX2 18 1.600000 1425.600000 -238.400000 -14.330000 1663.999992
Axfood 13 -3.020000 3468.400000 -287.600000 -7.660000 3756.000001
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 46018.810000 -869.760000 -2.50073% 46888.564618

Updated:¶

'2023-01-26 15:20:46.408167'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶